Add to ORKGThe paper presents an extension of the classical Cramér-Lundberg ruin theory: the famous upper bound for the ruin probability with an infinite time horizon can be extended in a certain sense to the short and middle term case. Furthermore, a relation between the average values of lifetime and ruin amount is give
Two upper bounds for ruin probability under the discrete time risk model for insurance controlled by...
AbstractWe consider the classical model for an insurance business where the claims occur according t...
In this paper, we extend the concept of ruin in risk theory to the Parisian type of ruin. For this t...
The paper presents an extension of the classical Cram6r-Lundberg uin theory: the famous upper bound ...
This paper studies a risk measure inherited from ruin theory and investigates some of its properties...
Frey and Schmidt (1996) obtained a recursive method of approximating finite time multivariate ruin p...
We derive formulas for the moments of the ruin time in a L\'evy risk model and use these to determin...
AbstractThis paper investigates the probability of ruin within finite horizon for a discrete time ri...
A finite horizon insurance model is studied where the risk/reserve process can be controlled by rei...
The ruin problem has long since received much attention in the literature. Under the classical compo...
This paper investigates the finite and infinite time ruin probabilities in a discrete time stochasti...
The computation of ruin probabilities constitutes a central topic in risk theory. Even though the st...
The compound binomial model for the risk process was introduced by Gerber (1988) and is sometimes co...
This note explores the mathematical theory to solve modern gambler’s ruin problems. We establish a ...
This research is conducted on ruin problems in two fields. First, the ruin or survival of an economi...
Two upper bounds for ruin probability under the discrete time risk model for insurance controlled by...
AbstractWe consider the classical model for an insurance business where the claims occur according t...
In this paper, we extend the concept of ruin in risk theory to the Parisian type of ruin. For this t...
The paper presents an extension of the classical Cram6r-Lundberg uin theory: the famous upper bound ...
This paper studies a risk measure inherited from ruin theory and investigates some of its properties...
Frey and Schmidt (1996) obtained a recursive method of approximating finite time multivariate ruin p...
We derive formulas for the moments of the ruin time in a L\'evy risk model and use these to determin...
AbstractThis paper investigates the probability of ruin within finite horizon for a discrete time ri...
A finite horizon insurance model is studied where the risk/reserve process can be controlled by rei...
The ruin problem has long since received much attention in the literature. Under the classical compo...
This paper investigates the finite and infinite time ruin probabilities in a discrete time stochasti...
The computation of ruin probabilities constitutes a central topic in risk theory. Even though the st...
The compound binomial model for the risk process was introduced by Gerber (1988) and is sometimes co...
This note explores the mathematical theory to solve modern gambler’s ruin problems. We establish a ...
This research is conducted on ruin problems in two fields. First, the ruin or survival of an economi...
Two upper bounds for ruin probability under the discrete time risk model for insurance controlled by...
AbstractWe consider the classical model for an insurance business where the claims occur according t...
In this paper, we extend the concept of ruin in risk theory to the Parisian type of ruin. For this t...